+891.5%
CLS vs TAP
-24.6%
+916.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.4% |
| 7D | +23.5% | -6.3% | +29.9% | +20.5% |
| 30D | -28.9% | +2.7% | -31.6% | -27.6% |
| 3M | -25.2% | -3.7% | -21.4% | -25.0% |
| 6M | -32.1% | -2.0% | -30.1% | -30.8% |
| YTD | -14.1% | -12.3% | -1.7% | -14.4% |
| 1Y | -24.1% | -10.1% | -14.0% | -24.0% |
| All | +891.5% | -24.6% | +916.1% | +883.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling